New approaches to regression by generalized additive models and continuous optimization for modern applications in finance, science and technology

DOI10.1080/02331930701618740zbMath1123.62055OpenAlexW2002676276MaRDI QIDQ5426968

Pakize Taylan, Amir Beck, Gerhard-Wilhelm Weber

Publication date: 16 November 2007

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331930701618740

zbMATH Keywords

classificationclusteringcurvatureseparation of variablespenalty methodsfinancial mathematicscontinuous optimizationconic quadratic programmingbackfitting (Gauss-Seidel) algorithmdensity: variation

Mathematics Subject Classification ID

Numerical smoothing, curve fitting (65D10) Generalized linear models (logistic models) (62J12) Applications of mathematical programming (90C90) Quadratic programming (90C20)

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Uses Software

• car
• gamair

Cites Work

• Linear smoothers and additive models
• Additive regression and other nonparametric models
• Parallel synchronous algorithm for nonlinear fixed point problems
• Optimization and dynamics of gene-environment networks with intervals
• Generalized Additive Models: Some Applications
• A practical guide to splines.

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